+13.7%
O vs DG
-37.3%
+51.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.1% |
| 7D | -0.6% | -2.5% | +1.9% | -0.3% |
| 30D | -2.0% | +1.0% | -3.0% | -2.1% |
| 3M | +3.0% | +20.3% | -17.3% | +0.8% |
| 6M | -3.6% | -11.7% | +8.1% | -2.6% |
| YTD | +12.1% | -2.3% | +14.4% | +11.9% |
| 1Y | +8.9% | +20.0% | -11.1% | +5.9% |
| 3Y | +30.3% | +7.2% | +23.1% | +25.6% |
| 5Y | +13.7% | -37.9% | +51.6% | +20.8% |
| All | +13.7% | -37.3% | +51.0% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling